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Custom rnn layers for TFT #1230

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Custom rnn layers for TFT #1230

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Yanam24
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@Yanam24 Yanam24 commented Dec 17, 2024

Custom TFT

  • Add the possibility to chose between LSTM and GRU layers
  • Add the possibility to stack multiple RNN layers
  • Chose to initialize all the RNN states with the same or different values computed from static covariates

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